Bayesian Analysis of Rayleigh Distribution Under Quasi-Prior for Different Loss Functions

Paresh Sanat, R. S. Srivastava

Abstract: The Rayleigh distribution has a wide range of applications in fields such as survival analysis, life testing, reliability theory, clinical studies and communication engineering. This distribution is also used in some problem of physics and engineering, such as the diffusion process or the distribution of the power (or amplitude) of electromagnetic waves received through a scattering medium. In this paper, we consider the estimator of the parameter of Rayleigh distribution. Bayes estimators are obtained by using Quasi prior under squared error loss function, precautionary loss function and another loss function. Maximum likelihood estimator is also obtained.

Keywords: Rayleigh distribution, Quasi prior, squared error loss function, precautionary loss function and another loss function, MLE